-98.9%
STEM vs SPY
+131.8%
-230.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -4.4% | -19.9% | -14.2% |
| 7D | -8.8% | -4.7% | -4.1% | +4.9% |
| 30D | -54.3% | -5.9% | -48.4% | -45.8% |
| 3M | -62.4% | -4.5% | -57.9% | -56.7% |
| 6M | -79.4% | +1.8% | -81.2% | -78.8% |
| YTD | -85.5% | +8.3% | -93.8% | -86.7% |
| 1Y | -88.9% | +9.3% | -98.2% | -89.8% |
| 3Y | -97.0% | +74.9% | -171.9% | -99.0% |
| 5Y | -99.6% | +67.3% | -166.8% | -99.8% |
| All | -98.9% | +131.8% | -230.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling